Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.415392 0.459573 0.508225 0.566095 0.633473 0.709960 0.804091
2025-02-09 0.356732 0.411592 0.475706 0.557101 0.659051 0.784419 0.953300
2025-02-16 0.320302 0.381675 0.456808 0.557335 0.691163 0.867549 1.125482
2025-02-23 0.284935 0.347855 0.427647 0.538867 0.694341 0.911372 1.252017
2025-03-02 0.255084 0.317447 0.398797 0.516039 0.686756 0.937106 1.355551
2025-03-09 0.239505 0.303896 0.390344 0.519327 0.715441 1.018884 1.563304
2025-03-16 0.230909 0.298661 0.392271 0.536947 0.767029 1.144026 1.875773
2025-03-23 0.220721 0.290142 0.388431 0.545043 0.804208 1.251573 2.186959
2025-03-30 0.210330 0.280375 0.381680 0.547504 0.831908 1.347024 2.503599
2025-04-06 0.199685 0.269373 0.372014 0.544003 0.848449 1.424344 2.806508
2025-04-13 0.185553 0.252265 0.351705 0.520936 0.826929 1.423223 2.923151
2025-04-20 0.178819 0.245804 0.347365 0.524103 0.853701 1.524941 3.338945
2025-04-27 0.172667 0.240091 0.344163 0.529610 0.887180 1.651706 3.895117
2025-05-04 0.165006 0.231556 0.335762 0.525052 0.900206 1.735910 4.371589
2025-05-11 0.159356 0.225818 0.331493 0.527471 0.927732 1.861167 5.062360
2025-05-18 0.150813 0.215002 0.318037 0.511612 0.914560 1.882445 5.392839
2025-05-25 0.142095 0.203492 0.302749 0.491066 0.888805 1.866247 5.572113
2025-06-01 0.138192 0.199581 0.300165 0.494570 0.916713 2.001175 6.495715
2025-06-08 0.136739 0.199561 0.304228 0.511305 0.977210 2.245814 8.192916
2025-06-15 0.133924 0.197113 0.303826 0.519037 1.017780 2.445161 9.928303
2025-06-22 0.130484 0.193430 0.300967 0.521437 1.045693 2.614160 11.748495
2025-06-29 0.126457 0.188559 0.295657 0.518223 1.058948 2.738901 13.486197
2025-07-06 0.120123 0.179482 0.282194 0.496674 1.021769 2.675623 13.634413